+2.3%
QBTS vs MAS
+77.5%
-75.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -2.0% |
| 7D | -11.8% | +14.2% | -26.0% | -16.3% |
| 30D | -33.6% | +26.8% | -60.5% | -39.7% |
| 3M | -52.5% | +13.1% | -65.6% | -54.9% |
| 6M | -50.4% | +27.9% | -78.3% | -55.1% |
| YTD | -60.3% | +38.7% | -99.0% | -65.6% |
| 1Y | -65.1% | +40.4% | -105.5% | -70.0% |
| 3Y | +1,082.2% | +66.1% | +1,016.1% | +858.5% |
| 5Y | +5.6% | +47.4% | -41.8% | -13.0% |
| All | +2.3% | +77.5% | -75.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling